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arXiv · 2504.03110

Averaging principle for rough slow-fast systems of level 3

Yuzuru Inahama
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Abstract

The averaging principle for slow-fast systems of various kind of stochastic (partial) differential equations has been extensively studied. An analogous result was shown for slow-fast systems of rough differential equations driven by random rough paths a few years ago and the study of ``rough slow-fast systems" seems to be gaining momentum now. In all known results, however, the driving rough paths are of level 2. In this paper we formulate rough slow-fast systems driven by random rough paths of level 3 and prove the strong averaging principle of Khas'minskii-type.

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Yuzuru Inahama. 2025-04-04. Averaging principle for rough slow-fast systems of level 3. https://arxiv.org/abs/2504.03110

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